Movement ahead of Futures expiration on Dec. 18 숏

설명

⋅ 2015년 12월 8일 오전 8시 5분

2 Days after FOMC Meeting mini futures of s&p 500 expire ( about 1.1 trill.USD) . Expect some wild movement... S&P 500 VIX futures expire on Dec. 16, so time to position accordingly....

코멘트

⋅ 2015년 12월 11일 오후 6시 15분

Escalating faster than expected... PBOC just announced to depeg CNY from USD and use a currency basket instead. 10-15% CNY depreciation to USD should be expected. Modifying SPY target to1600-1650.

코멘트

⋅ 2015년 12월 18일 오전 8시 59분

So..., today is the decision! 1.1 trillion $$ futures on SP500 expire. 670 billion $$ are puts in the range of 1900-2050. With SP500 now at 2020 it seems that a stop loss cascade will be triggered...

코멘트

⋅ 2015년 12월 19일 오전 6시 57분

2000 support broken in the after hours. Option sellers are caught wrong-footed... Selling will continue on Monday, and we are close to another meltdown.

코멘트

⋅ 2015년 12월 21일 오후 5시 17분

So, after the usual "Europe Still Open" dead-cat bounce it's starting to be interesting again.

코멘트

⋅ 2016년 1월 9일 오전 7시 47분

So, reaching lower part of the target region. Faster than expected and waiting again on the Sunday night PBOC announcement... If CNY depreciation continues at the same pace like last week, my intermediate SPY Target of 1600 will be reached earlier than expected.